The DJ
timeSeries data set provides the closing values of the
Dow Jones 30 Stocks from 1991-2000. In addition, the data set is also
made available as a data.frame
.
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Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate
Attaching package: 'QRM'
The following object is masked from 'package:base':
lbeta
GMT
AA AXP T BA CAT C KO DD EK
1991-01-02 5.9211 4.7009 14.6711 21.7690 9.2972 1.8684 9.8760 13.1501 23.0207
1991-01-03 5.8828 4.7300 14.7328 21.7084 9.1476 1.8684 9.6032 12.8316 22.9507
1991-01-04 5.7552 4.7300 14.7944 22.4967 8.9981 1.9189 9.8487 13.0591 22.7408
1991-01-07 5.7169 4.5849 14.6711 21.6478 8.8734 1.8885 9.6850 12.8316 22.1110
1991-01-08 5.6276 4.5268 14.7328 21.3446 9.0479 1.8482 9.6032 12.6041 22.1810
1991-01-09 5.5255 4.4978 14.4246 21.2233 8.9233 1.7674 9.3849 12.0580 22.0411
XOM GE GM HWP HD HON INTC IBM IP
1991-01-02 12.0923 4.6283 19.7164 3.9108 2.7960 5.6999 1.1968 27.8566 20.4540
1991-01-03 12.1519 4.5259 19.5725 3.9108 2.7410 5.6745 1.1968 27.9498 20.2122
1991-01-04 12.2710 4.4747 18.9968 3.8492 2.7502 5.6490 1.2046 27.8566 20.5023
1991-01-07 12.1221 4.4031 18.3492 3.8800 2.6493 5.4963 1.1929 27.3908 20.4540
1991-01-08 12.0923 4.4440 18.2773 3.8954 2.5852 5.4709 1.1813 27.0802 20.2605
1991-01-09 11.8838 4.4338 18.1333 3.7876 2.5943 5.3946 1.1929 26.5523 19.8737
JPM JNJ MCD MRK MSFT MMM MO PG SBC
1991-01-02 2.6652 7.3081 7.0782 11.8320 2.0764 31.4056 10.5506 20.9098 9.7461
1991-01-03 2.6652 7.2298 6.9851 11.4519 2.0903 30.8968 10.2654 20.6958 9.6369
1991-01-04 2.6948 7.1776 7.0161 11.2702 2.1076 30.8043 10.2395 20.4818 9.5599
1991-01-07 2.5764 6.9558 6.7988 10.9727 2.0799 30.4343 10.0840 20.0538 9.4049
1991-01-08 2.5764 7.0210 6.8298 11.0058 2.0417 29.6480 10.1099 20.0232 9.3164
1991-01-09 2.4875 6.8514 6.8298 10.8736 2.0556 29.0467 10.0840 19.5341 9.2501
UTX WMT DIS
1991-01-02 9.3116 7.0547 7.8604
1991-01-03 9.1897 7.0547 7.8215
1991-01-04 9.2384 6.9665 7.7923
1991-01-07 8.9459 6.8195 7.5783
1991-01-08 8.7753 6.8489 7.4129
1991-01-09 8.4340 6.7020 7.3546
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